Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations
Agarwal, Ankush, Dey, Santanu, Juneja, SandeepVolume:
50
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.1239/jap/1378401231
Date:
September, 2013
File:
PDF, 206 KB
english, 2013